+346.7%
EWZ vs IWD
+721.7%
-374.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +1.7% |
| 7D | -4.2% | -0.9% | -3.3% | -3.1% |
| 30D | -26.1% | +2.6% | -28.8% | -28.7% |
| 3M | -12.0% | +1.2% | -13.3% | -13.6% |
| 6M | -19.3% | +12.1% | -31.4% | -30.4% |
| YTD | +0.9% | +24.1% | -23.2% | -23.2% |
| 1Y | +3.4% | +28.5% | -25.1% | -24.7% |
| 3Y | +18.6% | +79.5% | -60.9% | -44.3% |
| 5Y | +56.6% | +70.3% | -13.7% | -23.1% |
| 10Y | +50.3% | +212.5% | -162.3% | -65.1% |
| All | +346.7% | +721.7% | -374.9% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling